-5.9%
KWEB vs LII
-8.2%
+2.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | -7.8% | +2.9% | -10.8% | -8.2% |
| 30D | -6.4% | +0.9% | -7.4% | -6.7% |
| 3M | -14.6% | -15.5% | +0.9% | -12.8% |
| 6M | -25.0% | -30.2% | +5.2% | -22.3% |
| YTD | -32.7% | -26.8% | -5.8% | -31.1% |
| 1Y | -37.3% | -25.3% | -12.0% | -36.2% |
| 3Y | -5.9% | -7.8% | +1.9% | -6.6% |
| All | -5.9% | -8.2% | +2.3% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded LII wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling